Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374532.0346 | 286276.0955 | 88255.9391 | 1028425.6999 | 520942.9119 | 507482.788 |
Total P&L (%) | 374.532 | 286.2761 | 88.2559 | 1028.4257 | 520.9429 | 507.4828 |
Avg Daily Profit (%) | 0.2497 | 0.1909 | 0.0588 | 0.1617 | 0.1218 | 0.1203 |
Buy And Hold Return (%) | 67.3481 | 67.3481 | 67.3481 | 67.3481 | 67.3481 | 67.3481 |
Max Trade Drawdown | -72515 | -57064 | -74835 | -595694 | -475334 | -342555 |
Profit Factor | 1.7472 | 2.1179 | 1.36 | 1.2728 | 1.2334 | 1.3301 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 53.2468 | 53.2468 | 53.2468 | 53.2468 | 53.2468 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.5341 | 1.8596 | 1.1941 | 1.1176 | 1.083 | 1.1679 |
Largest Winning Trade | 64634 | 64634 | 59614 | 310448 | 310448 | 228700 |
Largest Losing Trade | -25140 | -22726 | -25140 | -258210 | -258210 | -225664 |
Avg Bars in Trades | 113 | 124 | 101 | 113 | 124 | 101 |
Avg Bars in Winners | 123 | 147 | 98 | 123 | 147 | 98 |
Avg Bars in Losers | 101 | 97 | 105 | 101 | 97 | 105 |
Bars Traded | 17414 | 9572 | 7842 | 17414 | 9572 | 7842 |
Profit Streak | 0 | 0 | 654.0692 | 0 | 0 | 654.0692 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418559 | -31966 | -223681 | 318819 | -71834 | -72235 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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